ECBOT 5 Year T-Note Future September 2018


Trading Metrics calculated at close of trading on 14-Sep-2018
Day Change Summary
Previous Current
13-Sep-2018 14-Sep-2018 Change Change % Previous Week
Open 113-015 113-015 0-000 0.0% 113-075
High 113-050 113-015 -0-035 -0.1% 113-093
Low 112-302 112-278 -0-025 -0.1% 112-278
Close 113-013 112-287 -0-045 -0.1% 112-287
Range 0-068 0-058 -0-010 -14.8% 0-135
ATR 0-060 0-060 0-000 -0.3% 0-000
Volume 10,528 6,696 -3,832 -36.4% 47,346
Daily Pivots for day following 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 113-153 113-118 112-319
R3 113-095 113-060 112-303
R2 113-038 113-038 112-298
R1 113-002 113-002 112-293 112-311
PP 112-300 112-300 112-300 112-294
S1 112-265 112-265 112-282 112-254
S2 112-242 112-242 112-277
S3 112-185 112-207 112-272
S4 112-127 112-150 112-256
Weekly Pivots for week ending 14-Sep-2018
Classic Woodie Camarilla DeMark
R4 114-091 114-004 113-042
R3 113-276 113-189 113-005
R2 113-141 113-141 112-312
R1 113-054 113-054 112-300 113-030
PP 113-006 113-006 113-006 112-314
S1 112-239 112-239 112-275 112-215
S2 112-191 112-191 112-263
S3 112-056 112-104 112-250
S4 111-241 111-289 112-213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-093 112-278 0-135 0.4% 0-049 0.1% 7% False True 9,469
10 113-213 112-278 0-255 0.7% 0-057 0.2% 4% False True 51,430
20 113-278 112-278 1-000 0.9% 0-057 0.2% 3% False True 624,091
40 113-278 112-278 1-000 0.9% 0-061 0.2% 3% False True 699,884
60 113-278 112-278 1-000 0.9% 0-062 0.2% 3% False True 688,251
80 114-153 112-240 1-233 1.5% 0-075 0.2% 9% False False 790,660
100 114-153 112-147 2-005 1.8% 0-070 0.2% 22% False False 644,483
120 114-173 112-147 2-025 1.8% 0-066 0.2% 21% False False 537,374
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-259
2.618 113-166
1.618 113-108
1.000 113-073
0.618 113-051
HIGH 113-015
0.618 112-313
0.500 112-306
0.382 112-299
LOW 112-278
0.618 112-242
1.000 112-220
1.618 112-184
2.618 112-127
4.250 112-033
Fisher Pivots for day following 14-Sep-2018
Pivot 1 day 3 day
R1 112-306 113-004
PP 112-300 112-312
S1 112-294 112-300

These figures are updated between 7pm and 10pm EST after a trading day.

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